Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52142.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48003.98 Kr¶

PnL: ---------------------------------------> -928.02 Kr¶

DD now: ---------------------------------> -1.841 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 13:53:30.087280'

Anic Portfolio¶

Today¶

Return: 0.129 %¶

This Week¶

Return: -0.332 %¶

Total portfolio value¶

Return including deposits: 70.7 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.040000 696.780000 57.780000 9.040000 638.999984
Biotage 4 1.920000 636.000000 33.000000 5.470000 603.000000
Embracer Group B 26 2.870000 693.940000 31.940000 4.820000 661.999988
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Eastnine 6 -0.710000 673.200000 16.200000 2.470000 657.000000
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Humana 40 3.500000 685.600000 11.600000 1.720000 674.000000
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
Fortnox 10 0.270000 678.200000 10.200000 1.530000 668.000000
NCC B 7 0.910000 662.550000 8.550000 1.310000 653.999997
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
Indutrade 5 -0.680000 1319.500000 -0.500000 -0.040000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Volati 5 0.000000 573.000000 -1.000000 -0.170000 574.000000
Addnode Group B 6 -1.890000 745.800000 -6.200000 -0.820000 751.999998
Sdiptech B 3 -1.090000 815.400000 -6.600000 -0.800000 822.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
Sampo Oyj SDB 1 -0.500000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Investor B 3 -0.140000 647.850000 -10.150000 -1.540000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Ambea 68 1.270000 2496.960000 -40.040000 -1.580000 2537.000032
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.420000 3451.200000 -93.800000 -2.650000 3545.000000
New Wave B 40 0.110000 3764.000000 -152.000000 -3.880000 3916.000000
Sedana Medical 135 0.850000 4168.800000 -162.200000 -3.750000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48003.980000 -928.020000 -1.84129% 48931.999868

Updated:¶

'2023-06-14 13:53:47.683436'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶